+319.7%
SPY vs ALL
+359.1%
-39.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | -2.2% | +1.9% | +0.4% |
| 30D | -1.4% | -5.6% | +4.2% | +0.6% |
| 3M | +3.7% | +17.2% | -13.5% | -2.9% |
| 6M | +13.0% | +23.2% | -10.2% | +3.4% |
| YTD | +12.4% | +23.6% | -11.2% | +2.3% |
| 1Y | +18.5% | +29.2% | -10.6% | +5.6% |
| 3Y | +77.6% | +153.8% | -76.2% | +14.9% |
| 5Y | +81.7% | +116.1% | -34.4% | +22.7% |
| 10Y | +319.7% | +364.8% | -45.2% | +98.0% |
| All | +319.7% | +359.1% | -39.4% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling